One of the most disturbing yet insightful aspects of reading “The Journals of Spalding Gray,“ Nell Casey’s 340-page distillation of Gray’s unpublished, personal writing, is learning how artfully Gray constructed his appealing on-stage and onscreen persona out of his own obsessions, neuroses, and troubled history. The journals begin in 1967 when the 25-year-old Gray was working as an actor in Houston, and end with the sporadic, disjointed, and heart-rending, desperate entries from his final years.